Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion
type: Item
instance of: scholarly article
title: Stochastic averaging for a type of fractional differential equations with multiplicative fractional Brownian motion
DOI: 10.1063/5.0131433
author: Ruifang Wang
author: Yong Xu
author: Bin Pei
published in: Chaos
publication date: 2024-07-12T00:00:00Z
Mathematics Subject Classification ID: 37-XX
Mathematics Subject Classification ID: 34-XX
zbMATH DE Number: 7880329
MaRDI profile type: Publication
cites work: Q5529796
cites work: Q5639096
cites work: ON THE AVERAGING PRINCIPLE FOR SYSTEMS OF STOCHASTIC DIFFERENTIAL EQUATIONS
cites work: On Averaging Principles: An Asymptotic Expansion Approach
cites work: Limit behavior of two-time-scale diffusions revisited
cites work: Random Perturbations of Dynamical Systems
cites work: Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
cites work: Averaging principle for a type of Caputo fractional stochastic differential equations
cites work: Averaging principle and normal deviations for multiscale stochastic systems
cites work: Diffusion approximation for fully coupled stochastic differential equations
cites work: Strong convergence order for slow-fast McKean-Vlasov stochastic differential equations
cites work: A Khasminskii type averaging principle for stochastic reaction-diffusion equations
cites work: Averaging Principle for Systems of Reaction-Diffusion Equations with Polynomial Nonlinearities Perturbed by Multiplicative Noise
cites work: Averaging Principle for Nonautonomous Slow-Fast Systems of Stochastic Reaction-Diffusion Equations: The Almost Periodic Case
cites work: Average and deviation for slow-fast stochastic partial differential equations
cites work: Bogoliubov averaging principle of stochastic reaction-diffusion equation
cites work: Averaging Principle for Complex Ginzburg--Landau Equation Perturbated by Mixing Random Forces
cites work: Strong convergence of projective integration schemes for singularly perturbed stochastic differential systems
cites work: An averaging principle for stochastic dynamical systems with Lévy noise
cites work: Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles
cites work: Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles
cites work: An averaging principle for fractional stochastic differential equations with Lévy noise
cites work: Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process
cites work: Strong convergence of averaging principle for the non‐autonomous slow‐fast systems of SPDEs with polynomial growth
cites work: Stochastic averaging principle for dynamical systems with fractional Brownian motion
cites work: Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion
cites work: Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion
cites work: Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes
cites work: Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes
cites work: Stochastic averaging for two-time-scale stochastic partial differential equations with fractional Brownian motion
cites work: An averaging principle for slow-fast fractional stochastic parabolic equations on unbounded domains
cites work: Averaging dynamics driven by fractional Brownian motion
cites work: Stochastic averaging for the non-autonomous mixed stochastic differential equations with locally Lipschitz coefficients
cites work: Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
cites work: Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
cites work: Mixed stochastic differential equations: averaging principle result
cites work: Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle
cites work: A TIME FRACTIONAL FUNCTIONAL DIFFERENTIAL EQUATION DRIVEN BY THE FRACTIONAL BROWNIAN MOTION
cites work: Differential equations driven by fractional Brownian motion
description: scientific article; zbMATH DE number 7880329